NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 8,560 8,600 40 0.5% 8,925
High 8,625 8,600 -25 -0.3% 8,925
Low 8,500 8,565 65 0.8% 8,650
Close 8,615 8,595 -20 -0.2% 8,575
Range 125 35 -90 -72.0% 275
ATR 45 46 0 0.7% 0
Volume 1 17 16 1,600.0% 57
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 8,692 8,678 8,614
R3 8,657 8,643 8,605
R2 8,622 8,622 8,602
R1 8,608 8,608 8,598 8,598
PP 8,587 8,587 8,587 8,581
S1 8,573 8,573 8,592 8,563
S2 8,552 8,552 8,589
S3 8,517 8,538 8,586
S4 8,482 8,503 8,576
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 9,542 9,333 8,726
R3 9,267 9,058 8,651
R2 8,992 8,992 8,626
R1 8,783 8,783 8,600 8,750
PP 8,717 8,717 8,717 8,700
S1 8,508 8,508 8,550 8,475
S2 8,442 8,442 8,525
S3 8,167 8,233 8,500
S4 7,892 7,958 8,424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,745 8,500 245 2.9% 52 0.6% 39% False False 14
10 9,085 8,500 585 6.8% 38 0.4% 16% False False 7
20 9,635 8,500 1,135 13.2% 26 0.3% 8% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,749
2.618 8,692
1.618 8,657
1.000 8,635
0.618 8,622
HIGH 8,600
0.618 8,587
0.500 8,583
0.382 8,578
LOW 8,565
0.618 8,543
1.000 8,530
1.618 8,508
2.618 8,473
4.250 8,416
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 8,591 8,623
PP 8,587 8,613
S1 8,583 8,604

These figures are updated between 7pm and 10pm EST after a trading day.

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